1. Use Processing -> Set as default profile to persist settings when you restart.
2. Depends on the game, exclusive fullscreen is not supported (only borderless fullscreen). For exclusive fullscreen games the options are to run game in windowed mode and use Input -> Window, or use an app like dgVoodoo2 on the game to force it to use borderless fullscreen.
3. You can change global shortcuts under Processing -> Global Hotkeys menu.
Noted on the request to have shader hotkeys, I will add it to the list.